Why tell them no? Sounds to me like you're the one being unreasonable. What's the difference between taking a 3-5 minute smoke break then texting on your phone or making a personal phone call? If they're good employees and they get their work done, why be a jerk about it? If YOUR boss allows it, why be such a pain over it.

I always just smoke on my breaks, but if I wanted to step out and I was a good employee, that would irritate me. They're killing themselves, not you.